-77.5%
OKLO vs CVE
+59.5%
-137.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.3% | -6.8% | -6.5% |
| 7D | +6.8% | -10.0% | +16.8% | +4.9% |
| 30D | -27.7% | -11.9% | -15.8% | -29.1% |
| 3M | -43.6% | -5.9% | -37.7% | -43.9% |
| 6M | -65.4% | -1.6% | -63.8% | -65.3% |
| YTD | -65.0% | +66.3% | -131.3% | -64.5% |
| 1Y | -77.5% | +57.5% | -135.0% | -77.0% |
| All | -77.5% | +59.5% | -137.0% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling